Event key for "TAB" and "TAB + shift" on add-on modal?
I finally found a correct solution using a better code semantic.

The code should be done in 2 nested conditions; the main TAB event and the SHIFT event as in the following code:

elif event.type == "TAB" and event.value == "PRESS":

    if event.shift:
        # ... (code for TAB + SHIFT)
    else:
        # ... (code for TAB)

    return {'RUNNING_MODAL'}


A second good solution, closer to the initial code, consists to put the TAB + SHIFT condition first (thanks to batFINGER).

# TAB + SHIFT event -FIRST-
elif event.type == "TAB" and event.shift and event.value == "PRESS":
    ...
    return {'RUNNING_MODAL'}

# TAB event
elif event.type == "TAB" and event.value == "PRESS":
    ...
    return {'RUNNING_MODAL'}


Hope that could help someone else!